Structured Stochastic Matrices of M G 1 Type and Their Applications

where Qu ) :) , v > 1 , is the v - fold matrix convolution product of the matrix Q ( - ) with itself and Q0 ( . ) = U ( . ) . The increment dMio ( t ) of Miri ( t ) may be interpreted as the elementary conditional probability that the ...

Structured Stochastic Matrices of M G 1 Type and Their Applications

This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.

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